Journal ArticleDOI
Brief paper: Towards the optimal control of Markov chains with constraints
TLDR
The stochastic control problem is reduced to a deterministic one and it is shown that the optimal solution satisfies the maximum principle, moreover it can be chosen within a class of Markov controls.About:
This article is published in Automatica.The article was published on 2010-09-01. It has received 19 citations till now. The article focuses on the topics: Markov chain & Markov process.read more
Citations
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Journal ArticleDOI
Discounted Continuous-Time Markov Decision Processes with Unbounded Rates: The Convex Analytic Approach
Alexey Piunovskiy,Yi Zhang +1 more
TL;DR: Under some compactness-continuity conditions, under some conditions imposed on the primitives, the existence of a stationary optimal policy out of the class of randomized history-dependent policies is shown.
Proceedings ArticleDOI
Control of connected Markov chains. Application to congestion avoidance in the Internet
TL;DR: A tensor form is given for the control problems arising in the router control which is aimed to the congestion avoidance with the aid of two telecommunication lines having different properties and cost of services.
Proceedings ArticleDOI
Optimal management of a two dam system via stochastic control: Parallel computing approach
Boris M. Miller,Daniel McInnes +1 more
TL;DR: A model for the optimal management of a two dam system modelled via a continuous-time controlled Markov chain on a finite control period and linked to the other dam via a state and time dependent water transfer control is considered.
Journal ArticleDOI
Management of dam systems via optimal price control
Boris M. Miller,Daniel McInnes +1 more
TL;DR: It is shown that the optimal price controls for each joint state of the dam system using numerical methods can be obtained using the dynamic programming method.
Journal ArticleDOI
Control of M
TL;DR: In this paper, an optimal control of the MM1N queue is considered on the basis of the minimum criterion for the expected service time if constraints on the average number of rejected demands and average energy expenditure are present.
References
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Book
Deterministic and stochastic optimal control
TL;DR: In this paper, the authors considered the problem of optimal control of Markov diffusion processes in the context of calculus of variations, and proposed a solution to the problem by using the Euler Equation Extremals.
Book
Constrained Markov Decision Processes
TL;DR: In this paper, a unified approach for the study of constrained Markov decision processes with a countable state space and unbounded costs is presented, where a single controller has several objectives; it is desirable to design a controller that minimize one of cost objectives, subject to inequality constraints on other cost objectives.
Book
Hidden Markov Models: Estimation and Control
TL;DR: This paper presents a meta-modelling procedure called Markov Model Processing that automates the very labor-intensive and therefore time-heavy and therefore expensive process of HMMEstimation.